QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Very Fast Annealing Sampler. More...
#include <hybridsimulatedannealingfunctors.hpp>
Public Member Functions | |
SamplerVeryFastAnnealing (Array lower, Array upper, unsigned long seed=SeedGenerator::instance().get()) | |
void | operator() (Array &newPoint, const Array ¤tPoint, const Array &temp) |
Private Attributes | |
Array | lower_ |
Array | upper_ |
std::mt19937 | generator_ |
std::uniform_real_distribution< Real > | distribution_ |
Very Fast Annealing Sampler.
For consistency should be used with TemperatureVeryFastAnnealing. Requires that the parameter space be bounded above and below.
Definition at line 176 of file hybridsimulatedannealingfunctors.hpp.
SamplerVeryFastAnnealing | ( | Array | lower, |
Array | upper, | ||
unsigned long | seed = SeedGenerator::instance().get() |
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) |
Definition at line 179 of file hybridsimulatedannealingfunctors.hpp.
Definition at line 186 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 202 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 202 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 203 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 204 of file hybridsimulatedannealingfunctors.hpp.